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Alpha trading : profitable strategies that remove directional risk /

From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned t...

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Bibliographic Details
Main Authors: Kaufman, Perry J. (Author)
Corporate Authors: Wiley InterScience (Online service)
Published: John Wiley & Sons,
Publisher Address: Hoboken, NJ :
Publication Dates: 2011.
Literature type: eBook
Language: English
Series: Wiley trading series
Subjects:
Pairs trading.
Futures.
BUSINESS & ECONOMICS > Futures. > Futures.
Electronic books.
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781119198727
Summary: From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading: Profitable Strategies That Remove Directional Risk, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The bookDetails how to exploit new highs and lowsDescri.
Item Description: Includes index.
Carrier Form: 1 online resource (x, 310 pages).
ISBN: 9781119198727
1119198720
9781118001202
1118001206
9781118001226
1118001222
1283025981
9781283025980
0470529741
9780470529744
Index Number: HG4661
CLC: F830.91
Contents: Alpha Trading; Contents; Preface; CHAPTER 1 Uncertainty; Impact on Trading; The Inevitable Price Shocks; Why So Much about Price Shocks?; Complexity and Contagion Risk; The Ugly Side; Taking Defensive Action; Accepting Performance for What It Is; CHAPTER 2 The Importance of Price Noise; Noise Explained; Different Markets; A Closer Look at Equity Index Markets; Importance of Noise; Determining the Strategy; Capitalizing on the Trend of Noise; CHAPTER 3 Pairs Trading: Understanding the Process; The Process; The Basics; Target Volatility; Home Builders; Using ETFs.

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